UC WAR. CALL 12/24 SEJ1/ DE000HC7MCR8 /
| 9/17/2024 9:46:50 PM | Chg.-0.0300 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -5.77% | 0.4500 Bid Size: 8,000 |
0.5100 Ask Size: 8,000 |
SAFRAN INH. EO... | 220.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 30.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.26 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.19 |
| Parity: | -1.67 |
| Time value: | 0.66 |
| Break-even: | 226.60 |
| Moneyness: | 0.92 |
| Premium: | 0.11 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.25 |
| Spread %: | 60.98% |
| Delta: | 0.35 |
| Theta: | -0.07 |
| Omega: | 10.71 |
| Rho: | 0.16 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5300 |
| Low: | 0.4900 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +48.48% | ||
|---|---|---|---|
| 1 Month | +11.36% | ||
| 3 Months | -37.18% | ||
| YTD | +63.33% | ||
| 1 Year | +19.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.2800 |
| 6M High / 6M Low: | 1.5800 | 0.2800 |
| High (YTD): | 3/26/2024 | 1.5800 |
| Low (YTD): | 9/6/2024 | 0.2800 |
| 52W High: | 3/26/2024 | 1.5800 |
| 52W Low: | 10/5/2023 | 0.2500 |
| Avg. price 1W: | 0.4560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3929 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9103 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6883 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 197.74% | |
| Volatility 6M: | 162.56% | |
| Volatility 1Y: | 142.64% | |
| Volatility 3Y: | - |
